Hi,
https://www.multicharts.com/trading-sof ... om_Futures
What does "C" equal?
-Last traded price of the session?
or
-Settlement price for the session?
Custom futures: settlement or last traded price based [SOLVED]
- Henry MultiСharts
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Re: Custom futures: settlement or last traded price based
Hello wilkinsw,
At the moment receiving the settlement price has not been implemented for the CQG connection.
At the moment receiving the settlement price has not been implemented for the CQG connection.
- Henry MultiСharts
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Re: Custom futures: settlement or last traded price based
"C" = close price of 1 day bar for the symbol in question. In most cases this is the Last traded price, only eSignal has the option to load the Settlement price.
Re: Custom futures: settlement or last traded price based
Thanks Henry.
Just an FYI: In the futures world, settlement price is typically different to last traded price (ie last traded price also typically differs from the close of the daily bar).
If daily data isn’t available (just intraday) what does C equal?
Just an FYI: In the futures world, settlement price is typically different to last traded price (ie last traded price also typically differs from the close of the daily bar).
If daily data isn’t available (just intraday) what does C equal?
- Henry MultiСharts
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- Been thanked: 2957 times
Re: Custom futures: settlement or last traded price based [SOLVED]
If daily data isn’t available then the platform will try building the daily bars out of the intraday data you have. Close value of that bar will be used for calculating the back-adjustment.If daily data isn’t available (just intraday) what does C equal?